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SCHI vs. BND
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SCHI and BND is 0.11, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.1

Performance

SCHI vs. BND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab 5-10 Year Corporate Bond ETF (SCHI) and Vanguard Total Bond Market ETF (BND). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
15.61%
0.45%
SCHI
BND

Key characteristics

Sharpe Ratio

SCHI:

1.70

BND:

1.30

Sortino Ratio

SCHI:

2.46

BND:

1.89

Omega Ratio

SCHI:

1.30

BND:

1.23

Calmar Ratio

SCHI:

1.51

BND:

0.51

Martin Ratio

SCHI:

5.63

BND:

3.35

Ulcer Index

SCHI:

1.71%

BND:

2.05%

Daily Std Dev

SCHI:

5.66%

BND:

5.31%

Max Drawdown

SCHI:

-19.52%

BND:

-18.84%

Current Drawdown

SCHI:

-1.02%

BND:

-7.18%

Returns By Period

The year-to-date returns for both investments are quite close, with SCHI having a 2.32% return and BND slightly higher at 2.40%.


SCHI

YTD

2.32%

1M

-0.01%

6M

1.49%

1Y

9.68%

5Y*

2.62%

10Y*

N/A

BND

YTD

2.40%

1M

0.12%

6M

1.40%

1Y

6.96%

5Y*

-0.91%

10Y*

1.37%

*Annualized

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SCHI vs. BND - Expense Ratio Comparison

SCHI has a 0.05% expense ratio, which is higher than BND's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Expense ratio chart for SCHI: current value is 0.05%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SCHI: 0.05%
Expense ratio chart for BND: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BND: 0.03%

Risk-Adjusted Performance

SCHI vs. BND — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SCHI
The Risk-Adjusted Performance Rank of SCHI is 9090
Overall Rank
The Sharpe Ratio Rank of SCHI is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHI is 9292
Sortino Ratio Rank
The Omega Ratio Rank of SCHI is 9090
Omega Ratio Rank
The Calmar Ratio Rank of SCHI is 9090
Calmar Ratio Rank
The Martin Ratio Rank of SCHI is 8686
Martin Ratio Rank

BND
The Risk-Adjusted Performance Rank of BND is 8080
Overall Rank
The Sharpe Ratio Rank of BND is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of BND is 8888
Sortino Ratio Rank
The Omega Ratio Rank of BND is 8484
Omega Ratio Rank
The Calmar Ratio Rank of BND is 6565
Calmar Ratio Rank
The Martin Ratio Rank of BND is 7777
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SCHI vs. BND - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab 5-10 Year Corporate Bond ETF (SCHI) and Vanguard Total Bond Market ETF (BND). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


The chart of Sharpe ratio for SCHI, currently valued at 1.70, compared to the broader market-1.000.001.002.003.004.00
SCHI: 1.70
BND: 1.30
The chart of Sortino ratio for SCHI, currently valued at 2.46, compared to the broader market-2.000.002.004.006.008.00
SCHI: 2.46
BND: 1.89
The chart of Omega ratio for SCHI, currently valued at 1.30, compared to the broader market0.501.001.502.00
SCHI: 1.30
BND: 1.23
The chart of Calmar ratio for SCHI, currently valued at 1.51, compared to the broader market0.002.004.006.008.0010.0012.00
SCHI: 1.51
BND: 0.51
The chart of Martin ratio for SCHI, currently valued at 5.63, compared to the broader market0.0020.0040.0060.00
SCHI: 5.63
BND: 3.35

The current SCHI Sharpe Ratio is 1.70, which is higher than the BND Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of SCHI and BND, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
1.70
1.30
SCHI
BND

Dividends

SCHI vs. BND - Dividend Comparison

SCHI's dividend yield for the trailing twelve months is around 5.11%, more than BND's 3.70% yield.


TTM20242023202220212020201920182017201620152014
SCHI
Schwab 5-10 Year Corporate Bond ETF
5.11%5.12%4.28%3.10%1.93%2.31%0.53%0.00%0.00%0.00%0.00%0.00%
BND
Vanguard Total Bond Market ETF
3.70%3.67%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%

Drawdowns

SCHI vs. BND - Drawdown Comparison

The maximum SCHI drawdown since its inception was -19.52%, roughly equal to the maximum BND drawdown of -18.84%. Use the drawdown chart below to compare losses from any high point for SCHI and BND. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-1.02%
-7.18%
SCHI
BND

Volatility

SCHI vs. BND - Volatility Comparison

Schwab 5-10 Year Corporate Bond ETF (SCHI) has a higher volatility of 2.74% compared to Vanguard Total Bond Market ETF (BND) at 2.18%. This indicates that SCHI's price experiences larger fluctuations and is considered to be riskier than BND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.50%2.00%2.50%NovemberDecember2025FebruaryMarchApril
2.74%
2.18%
SCHI
BND